By Invitation Only

This achievement is accessible at the start of Sequence 5. If you have started one of the criterion of the challenges list for any Club, for example killing five deer for the first Hunting Challenge, the achievement should pop up as you are exploring the Frontier. Since a good portion of these criterion are objectives done in previous missions, it is difficult to miss this achievement. The video above shows how to unlock this achievement in the very beginning. If you want you can just pickpocket a lot and get into to thief's guild.